Combine the herbs, spinach, scallions, garlic, lemon zest, and olive oil in a blender or food processor until very smooth and a thick paste forms. Taste, and add a bit of salt to your preference.
Toss the shrimp with 2 tablespoons of the green mixture, and set aside.
Combine the rest of the green mixture with the mayonnaise. Taste, and add more salt if needed.
Preheat a skillet to medium-high heat with a drizzle of olive oil. When very hot, add the shrimp and cook until just cooked through, 3 minutes or so on each side.
While the shrimp is cooking, broil or toast the bread.
To assemble, for each sandwich, spread pesto on one piece of bread and the mayo mixture on the other. Sandwich the bread with the shrimp, lettuce, and a squirt of lemon juice.
Enjoy!